A note on the estimation of quantiles using record breaking

A note on the estimation of quantiles using record breaking

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Article ID: iaor20117217
Volume: 25
Issue: 3
Start Page Number: 238
End Page Number: 242
Publication Date: Sep 2004
Journal: Revista Investigacion Operacional
Authors: ,
Abstract:

A new proof of the Strong Consistency of a non parametric estimator of the quantiles is provided. The estimate uses record breaking data. The proposition uses a smaller number of hypothesis than other similar. The application to some well known problems as the determination of Optimal-burn-in-time, pollution and the newsboy vendor problem are discussed.

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